Currency to be Mapped based on Fair Value/mtm Value Signage in T2T_STG_SWAPS_CONTRACTS_FLI (Doc ID 2964723.1)

Last updated on AUGUST 06, 2023

Applies to:

Symptoms

Enhancement Request for  V_ISO_CURRENCY_CD column in T2T_STG_SWAPS_CONTRACTS_FLI 

Current Behavior : Right now, in the T2T v_pay_ccy is mapped to v_iso_currency_cd, it must be changed to the above mentioned logic..

Expected Behavior : For swaps and Fx_Contracts , currency must be based on signage of mtm value/fair value.

For swaps :
If the signage is +ve, then it must be reported as Receive Currency
If the signage is -ve, then it must be reported as Pay Currency

For  Fx Contracts,

if the signage of mtm value/fair value is +ve, then it must be bought currency
if the signage of mtm value/fair value is -ve, then it must be sold currency

Changes

 Below is the expression now for V_ISO_CURRENCY_CD column in T2T_STG_SWAPS_CONTRACTS_FLI :-

DECODE(SIGN(STG_SWAPS_CONTRACTS.N_FAIR_VALUE),-1, STG_SWAPS_CONTRACTS.V_PAY_CCY, 1, STG_SWAPS_CONTRACTS.V_RCV_CCY, COALESCE(STG_SWAPS_CONTRACTS.V_PAY_CCY,STG_SWAPS_CONTRACTS.V_RCV_CCY))

Below is the expression now for V_ISO_CURRENCY_CD column in T2T_STG_FX_CONTRACTS_FLI :-

DECODE(SIGN(STG_FX_CONTRACTS.N_FAIR_VALUE),-1, STG_FX_CONTRACTS.V_SOLD_CURR_CODE, 1, STG_FX_CONTRACTS.V_BOUGHT_CURR_CODE, COALESCE(STG_FX_CONTRACTS.V_SOLD_CURR_CODE,STG_FX_CONTRACTS.V_BOUGHT_CURR_CODE))

Cause

My Oracle Support provides customers with access to over a million knowledge articles and a vibrant support community of peers and Oracle experts.